Correct, these are just metrics. There are no semantics like thresholds for WARN or CRIT or any other correlations between the single metric values.
You would need to write a check plugin that implements the specific check logic for the collection of metrics you get from this specific exporter.
I do not think that there can be a generic solution to just connect to any exporter and get anything useful out of it.
In Prometheus you also have to form queries to get alarms, am I right?